+110.8%
JNJ vs EXPE
+121.7%
-10.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.8% |
| 7D | +3.5% | -0.5% | +3.9% | +3.5% |
| 30D | +12.5% | -6.1% | +18.6% | +12.7% |
| 3M | +9.6% | -21.3% | +30.9% | +9.8% |
| 6M | +25.3% | +19.0% | +6.3% | +26.0% |
| YTD | +40.3% | -8.4% | +48.7% | +41.2% |
| 1Y | +49.6% | -2.8% | +52.4% | +50.5% |
| 3Y | +110.8% | +120.8% | -10.0% | +109.5% |
| All | +110.8% | +121.7% | -10.9% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EXPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling